Robust Fitting of an Additive Model for Variance Heterogeneity

Here we consider robust fitting of an Additive model for the variance heterogeneity in a Normal error model. Harvey (1978) and Aitkin (1987) have modelled the variance function explicitly using parametric linear models for both the mean and the variance. The use of a non-parametric function of a single explanatory variable for the variance model was introduced by Silverman (1985) and Muller and Stadtmuller (1987).